BNP Paribas Put 80 NOVN 20.12.2024
/ DE000PZ1AZX8
BNP Paribas Put 80 NOVN 20.12.202.../ DE000PZ1AZX8 /
2024-10-10 4:21:11 PM |
Chg.-0.002 |
Bid4:29:54 PM |
Ask4:29:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.023EUR |
-8.00% |
0.023 Bid Size: 100,000 |
0.033 Ask Size: 100,000 |
NOVARTIS N |
80.00 CHF |
2024-12-20 |
Put |
Master data
WKN: |
PZ1AZX |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
NOVARTIS N |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
80.00 CHF |
Maturity: |
2024-12-20 |
Issue date: |
2023-11-13 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-307.82 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.31 |
Historic volatility: |
0.18 |
Parity: |
-1.97 |
Time value: |
0.03 |
Break-even: |
84.62 |
Moneyness: |
0.81 |
Premium: |
0.19 |
Premium p.a.: |
1.46 |
Spread abs.: |
0.01 |
Spread %: |
41.67% |
Delta: |
-0.05 |
Theta: |
-0.01 |
Omega: |
-16.22 |
Rho: |
-0.01 |
Quote data
Open: |
0.023 |
High: |
0.024 |
Low: |
0.022 |
Previous Close: |
0.025 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-23.33% |
1 Month |
|
|
-34.29% |
3 Months |
|
|
-52.08% |
YTD |
|
|
-95.11% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.030 |
0.025 |
1M High / 1M Low: |
0.043 |
0.020 |
6M High / 6M Low: |
0.300 |
0.020 |
High (YTD): |
2024-01-03 |
0.340 |
Low (YTD): |
2024-09-25 |
0.020 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.028 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.029 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.078 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
211.00% |
Volatility 6M: |
|
189.20% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |